+1,740.6%
VRT vs SPGI
+170.1%
+1,570.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.4% | +4.0% |
| 7D | -21.4% | +0.3% | -21.6% | -21.7% |
| 30D | -25.8% | +18.4% | -44.2% | -33.0% |
| 3M | -33.5% | +15.7% | -49.2% | -39.5% |
| 6M | -49.0% | +17.3% | -66.3% | -55.2% |
| YTD | +12.9% | -4.7% | +17.7% | +10.7% |
| 1Y | 0.0% | +1.8% | -1.8% | -7.0% |
| 3Y | +361.8% | +31.7% | +330.1% | +250.2% |
| 5Y | +565.1% | +12.1% | +553.1% | +458.6% |
| All | +1,740.6% | +170.1% | +1,570.5% | +909.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling